| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.219444 | 1.6998 | 0.047173 |
| 2 | -0.145833 | -1.1296 | 0.131567 |
| 3 | -0.116741 | -0.9043 | 0.184734 |
| 4 | -0.038262 | -0.2964 | 0.383983 |
| 5 | 0.243196 | 1.8838 | 0.032221 |
| 6 | 0.247586 | 1.9178 | 0.02995 |
| 7 | 0.237197 | 1.8373 | 0.035558 |
| 8 | -0.060466 | -0.4684 | 0.320608 |
| 9 | -0.239838 | -1.8578 | 0.034054 |
| 10 | -0.29482 | -2.2837 | 0.012973 |
| 11 | 0.026564 | 0.2058 | 0.418837 |
| 12 | 0.544902 | 4.2208 | 4.2e-05 |
| 13 | 0.129919 | 1.0063 | 0.159145 |
| 14 | -0.171942 | -1.3319 | 0.093972 |
| 15 | -0.175698 | -1.361 | 0.089309 |
| 16 | -0.146782 | -1.137 | 0.130036 |
| 17 | 0.100378 | 0.7775 | 0.219951 |
| 18 | 0.142772 | 1.1059 | 0.136591 |
| 19 | 0.135508 | 1.0496 | 0.149046 |
| 20 | -0.019613 | -0.1519 | 0.43988 |
| 21 | -0.215801 | -1.6716 | 0.049907 |
| 22 | -0.270812 | -2.0977 | 0.020076 |
| 23 | -0.0647 | -0.5012 | 0.309044 |
| 24 | 0.33659 | 2.6072 | 0.00575 |
| 25 | 0.03867 | 0.2995 | 0.382784 |
| 26 | -0.226892 | -1.7575 | 0.041967 |
| 27 | -0.136741 | -1.0592 | 0.146878 |
| 28 | -0.127239 | -0.9856 | 0.164146 |
| 29 | 0.018551 | 0.1437 | 0.443113 |
| 30 | 0.051322 | 0.3975 | 0.34619 |
| 31 | 0.132524 | 1.0265 | 0.154383 |
| 32 | -0.00756 | -0.0586 | 0.476749 |
| 33 | -0.106056 | -0.8215 | 0.207305 |
| 34 | -0.136602 | -1.0581 | 0.147122 |
| 35 | -0.098448 | -0.7626 | 0.224353 |
| 36 | 0.165341 | 1.2807 | 0.102609 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.219444 | 1.6998 | 0.047173 |
| 2 | -0.203803 | -1.5787 | 0.059837 |
| 3 | -0.036713 | -0.2844 | 0.388551 |
| 4 | -0.031333 | -0.2427 | 0.404532 |
| 5 | 0.255221 | 1.9769 | 0.026325 |
| 6 | 0.127685 | 0.989 | 0.163307 |
| 7 | 0.263517 | 2.0412 | 0.022818 |
| 8 | -0.098967 | -0.7666 | 0.223164 |
| 9 | -0.114457 | -0.8866 | 0.189423 |
| 10 | -0.364145 | -2.8207 | 0.003244 |
| 11 | 0.018676 | 0.1447 | 0.442732 |
| 12 | 0.430207 | 3.3324 | 0.000739 |
| 13 | -0.053039 | -0.4108 | 0.341326 |
| 14 | -0.0339 | -0.2626 | 0.396884 |
| 15 | 0.033622 | 0.2604 | 0.397709 |
| 16 | -0.041833 | -0.324 | 0.373518 |
| 17 | -0.009763 | -0.0756 | 0.469985 |
| 18 | -0.105791 | -0.8194 | 0.207887 |
| 19 | -0.110699 | -0.8575 | 0.197298 |
| 20 | 0.006436 | 0.0499 | 0.480203 |
| 21 | 0.012488 | 0.0967 | 0.461632 |
| 22 | 0.022442 | 0.1738 | 0.43129 |
| 23 | -0.042733 | -0.331 | 0.370896 |
| 24 | 0.06287 | 0.487 | 0.314021 |
| 25 | -0.144571 | -1.1198 | 0.133622 |
| 26 | -0.142333 | -1.1025 | 0.137323 |
| 27 | 0.048949 | 0.3792 | 0.352955 |
| 28 | 0.037751 | 0.2924 | 0.385489 |
| 29 | -0.023565 | -0.1825 | 0.427889 |
| 30 | -0.010556 | -0.0818 | 0.467553 |
| 31 | 0.135866 | 1.0524 | 0.148416 |
| 32 | -0.055472 | -0.4297 | 0.334483 |
| 33 | 0.109022 | 0.8445 | 0.200878 |
| 34 | -0.004559 | -0.0353 | 0.485973 |
| 35 | -0.191295 | -1.4818 | 0.071818 |
| 36 | -0.212401 | -1.6452 | 0.052574 |
